Mutkarim, Assem; Nursalim, Madina; Orumbayeva, Sara
(Nazarbayev University, Graduate School of Business, 2021-02-11)
We investigate whether there exist seasonal anomalies in the Kaza-
khstan Stock Exchange (KASE) index. We focus on two well-known ef-
fects in capital markets: day-of-the-week and month-of-the-year e ects af-
ter ...